The JTAG debugger is configured in project options dialog box (menu [Project | Options...]). Switch to the Setup tab in the Debugger category. I use the IAR I-jet JTAG debugger, so let's select it from the Driver drop-down list. If you use other JTAG debugger, just chose it.

We need also to change some default values in the I-jet/JTAGjet category:

Uncheck the From the probe checkbox in the Target power window - we will power the demoboard through the USB connector.

Chose Core from the Reset drop-down list.

Now our project is set up and we can compile it. Click OK to close the dialog.